Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$244M |
| 2 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$183M |
| 3 |
GE Aerospace
GE
|
+$145M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$132M |
| 5 |
Intel
INTC
|
+$120M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$267M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$231M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$168M |
| 4 |
Rio Tinto
RIO
|
+$149M |
| 5 |
XIV
VelocityShares Daily Inverse VIX Short Term ETN
XIV
|
+$132M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.74% |
| 2 | Technology | 3.17% |
| 3 | Consumer Discretionary | 3.01% |
| 4 | Industrials | 2.46% |
| 5 | Consumer Staples | 2.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1351
PUT
Lowe's Companies
LOW
$122B
| $2.62M | 0.01% |
32,800
-62,200
| -65% | -$4.76M |
|
1352
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.4B
| $2.62M | 0.01% |
75,139
+34,250
| +84% | +$1.15M |
|
1353
CALL
Northrop Grumman
NOC
$78B
| $2.62M | 0.01% |
9,100
-2,800
| -24% | -$754K |
|
1354
CALL
Norfolk Southern
NSC
$76.1B
| $2.62M | 0.01% |
19,800
+6,800
| +52% | +$827K |
|
|
SUPV
1355
Grupo Supervielle
SUPV
$842M
| $2.62M | 0.01% |
+106,026
| New | +$2.08M |
|
1356
UnitedHealth
UNH
$389B
| $2.62M | 0.01% |
13,372
-11,393
| -46% | -$2.2M |
|
1357
State Street SPDR FactSet Innovative Technology ETF
XITK
$67.5M
| $2.62M | 0.01% |
33,794
+4,790
| +17% | +$354K |
|
1358
CALL
Direxion Daily Real Estate Bull 3X ETF
DRN
$48.6M
| $2.62M | 0.01% |
116,400
-82,700
| -42% | -$1.86M |
|
|
MNK
1359
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $2.61M | 0.01% |
69,794
+54,491
| +356% | +$2.17M |
|
|
BSCP
1360
DELISTED
Invesco BulletShares 2025 Corporate Bond ETF
BSCP
| $2.6M | 0.01% |
+125,162
| New | +$2.6M |
|
1361
Hartford Multifactor Small Cap ETF
ROSC
$62.5M
| $2.6M | 0.01% |
85,700
+51,258
| +149% | +$1.5M |
|
1362
CALL
Lennox International
LII
$18.9B
| $2.6M | 0.01% |
+14,500
| New | +$2.5M |
|
|
CMBT
1363
CMB.TECH NV
CMBT
$4.47B
| $2.6M | 0.01% |
320,340
-70,505
| -18% | -$546K |
|
1364
PUT
Whirlpool
WHR
$2.49B
| $2.58M | 0.01% |
14,000
+10,000
| +250% | +$1.79M |
|
|
RHT
1365
DELISTED
Red Hat Inc
RHT
| $2.57M | 0.01% |
23,221
-26,831
| -54% | -$2.75M |
|
1366
CapForce IBD 50 ETF
FFTY
$80.2M
| $2.57M | 0.01% |
81,308
+49,776
| +158% | +$1.47M |
|
1367
Vanguard Russell 1000 Value ETF
VONV
$20.7B
| $2.57M | 0.01% |
49,644
-4,270
| -8% | -$218K |
|
1368
CALL
Autodesk
ADSK
$50.1B
| $2.57M | 0.01% |
22,900
-18,000
| -44% | -$1.99M |
|
|
XMX
1369
DELISTED
WisdomTree Global ex-Mexico Equity Fund
XMX
| $2.56M | 0.01% |
90,843
-86,957
| -49% | -$2.41M |
|
1370
iShares Morningstar Mid-Cap ETF
IMCB
$1.67B
| $2.56M | 0.01% |
58,464
-37,792
| -39% | -$1.61M |
|
1371
PUT
iShares Core S&P 500 ETF
IVV
$871B
| $2.56M | 0.01% |
10,100
+5,600
| +124% | +$1.39M |
|
1372
ProShares Ultra 20+ Year Treasury
UBT
$59.4M
| $2.55M | 0.01% |
63,486
-27,298
| -30% | -$1.11M |
|
|
1373
CALL
GE Aerospace
GE
$377B
| $2.55M | 0.01% |
21,993
+8,493
| +63% | +$1.03M |
|
|
ANDV
1374
CALL
DELISTED
Andeavor
ANDV
| $2.55M | 0.01% |
24,700
-32,000
| -56% | -$3.15M |
|
1375
CALL
Boyd Gaming
BYD
$6.78B
| $2.54M | 0.01% |
97,700
-10,300
| -10% | -$267K |
|
Similar funds
Jane Street's Q3 2017 Portfolio in Review
As of Q3 2017, Jane Street held 5,548 positions worth $30.9B, up 8.4% from $28.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Jane Street deployed $1.07B of net new capital in Q3 2017, opening 1,284 new positions and adding to 1,608 existing holdings. Its largest new stake was Vanguard FTSE Emerging Markets ETF: 5,628,764 shares worth $245M.
By sector, the portfolio is most concentrated in Communication Services at 3.7% of assets, up from 2.8% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $267M trimmed.
- Jane Street's largest Q3 2017 buy was Vanguard FTSE Emerging Markets ETF: 5,628,764 shares worth $245M.
- Jane Street added most to iShares Core MSCI Emerging Markets ETF in Q3 2017, an estimated $183M increase.
- Jane Street's biggest Q3 2017 reduction was iShares MSCI EAFE ETF, cutting an estimated $267M.
- Jane Street fully exited Vanguard Total World Stock ETF in Q3 2017, selling an estimated $50.3M.
- Jane Street's ten largest holdings make up 14% of its $30.9B portfolio in Q3 2017.
- Jane Street opened 1,284 new positions and closed 1,178 in Q3 2017.
- Jane Street's portfolio value rose 8.4% quarter-over-quarter to $30.9B.
Based on Jane Street's 13F filing for Q3 2017, filed 14 Nov 2017.